Related papers: Approximately Reachable Directions for Piecewise L…
In this note, we consider the problem of choosing which nodes of a linear dynamical system should be actuated so that the state transfer from the system's initial condition to a given final state is possible. Assuming a standard complexity…
In this paper we study the reachability problem for discrete-time nonlinear stochastic systems. Our goal is to present a unified framework for calculating the probabilistic reachable set of discrete-time systems in the presence of both…
This paper is concerned with the open-loop time-consistent solution of time-inconsistent mean-field stochastic linear-quadratic optimal control. Different from standard stochastic linear-quadratic problems, both the system matrices and the…
We consider the safety evaluation of discrete time, stochastic systems over a finite horizon. Therefore, we discuss and link probabilistic invariance with reachability as well as reach-avoid problems. We show how to efficiently compute…
This paper presents a sample-efficient, data-driven control framework for finite-horizon linear quadratic (LQ) control of linear time-varying (LTV) systems. In contrast to the time-invariant case, the time-varying LQ problem involves a…
This note concerns a class of matrix Riccati equations associated with stochastic linear-quadratic optimal control problems with indefinite state and control weighting costs. A novel sufficient condition of solvability of such equations is…
We propose an efficient algorithm for the optimal control problems (OCPs) of nonlinear switched systems that optimizes the control input and switching instants simultaneously for a given switching sequence. We consider the switching…
There has been an increasing interest in using neural networks in closed-loop control systems to improve performance and reduce computational costs for on-line implementation. However, providing safety and stability guarantees for these…
Hamilton-Jacobi (HJ) reachability analysis has been developed over the past decades into a widely-applicable tool for determining goal satisfaction and safety verification in nonlinear systems. While HJ reachability can be formulated very…
We consider the infinite dimensional linear programming (inf-LP) approach for solving stochastic control problems. The inf-LP corresponding to problems with uncountable state and input spaces is in general computationally intractable. By…
This paper is concerned with a linear quadratic optimal control problem of delayed backward stochastic differential equations. An explicit representation is derived for the optimal control, which is a linear feedback of the entire past…
We consider a general linear control system and a general quadratic cost, where the state evolves continuously in time and the control is sampled, i.e., is piecewise constant over a subdivision of the time interval. This is the framework of…
We study the almost-sure reachability problem in a distributed system obtained as the asynchronous composition of N copies (called processes) of the same automaton (called protocol), that can communicate via a shared register with finite…
The probabilistic reachability problems of nondeterministic systems are studied. Based on the existing studies, the definition of probabilistic reachable sets is generalized by taking into account time-varying target set and obstacle. A…
In this paper, we study the optimal control problem for steering the state covariance of a discrete-time linear stochastic system over a finite time horizon. First, we establish the existence and uniqueness of the optimal control law for a…
Synchronization control of coupled continuous-time linear systems is studied. For identical systems that are stabilizable, a linear feedback law obtained via algebraic Riccati equation is shown to synchronize any fixed directed network of…
This paper is concerned with stochastic linear quadratic (LQ, for short) optimal control problems in an infinite horizon with conditional mean-field term in a switching regime environment. The orthogonal decomposition introduced in [21] has…
We consider a variant of the classical linear quadratic Gaussian regulator (LQG) in which penalties on the endpoint state are replaced by the specification of the terminal state distribution. The resulting theory considerably differs from…
This paper investigates the $H_{2}/H_{\infty}$ control problem for linear stochastic differential systems under partial observation. Unlike existing studies that assume full state accessibility, we consider the scenario where the controller…
This article presents an identification methodology to capture general relationships, with application to piecewise nonlinear approximations of model predictive control for constrained (non)linear systems. The mathematical formulation…